EDHEC Business School - Department of Economics & Finance
in Total Papers Downloads
in Total Papers Citations
Minimum variance portfolio, SHARPE-ratio, Risk based
Asset management, market risk, random coefficient
diversification, hedge funds, fund-of-funds, frictional costs, operational risk
Asset manager, Valuation, Operating Margins
This is a Wiley-Blackwell Other paper. Wiley-Blackwell Other charges $10.00 .
File name: j-6622.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.151 seconds